On a modified version of the Lindley recursion

DOI10.1007/s11134-023-09886-8OpenAlexW4385951158MaRDI QIDQ6195494

Dongzhou Huang

Publication date: 14 March 2024

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11134-023-09886-8

zbMATH Keywords

autoregressive modelsreflected processLindley recursionWiener-Hopf boundary value problem

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Cites Work

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• Queues with service times and interarrival times depending linearly and randomly upon waiting times
• Random difference equations and renewal theory for products of random matrices
• A multiplicative version of the Lindley recursion
• On queues with service and interarrival times depending on waiting times
• The stochastic equation Y_t+1 = A_tY_t + B_t with non-stationary coefficients
• On a class of reflected AR(1) processes
• On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
• On two classes of reflected autoregressive processes
• The stochastic equation Y_n+1=A_nY_n + B_n with stationary coefficients
• Simulating perpetuities

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